Title of article :
The impact on ruin probabilities of the association structure among financial risks
Author/Authors :
Qihe Tang، نويسنده , , Raluca Vernic، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2007
Keywords :
Farlie–Gumbel–Morgenstern distribution , Stationary process , Ruin probability , Asymptotics
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
